ECBOT 5 Year T-Note Future June 2024


Trading Metrics calculated at close of trading on 23-May-2024
Day Change Summary
Previous Current
22-May-2024 23-May-2024 Change Change % Previous Week
Open 105-282 105-245 -0-038 -0.1% 105-190
High 105-290 105-260 -0-030 -0.1% 106-135
Low 105-212 105-118 -0-095 -0.3% 105-140
Close 105-232 105-155 -0-078 -0.2% 105-280
Range 0-078 0-142 0-065 83.9% 0-315
ATR 0-112 0-114 0-002 2.0% 0-000
Volume 1,868,099 4,355,453 2,487,354 133.1% 6,024,762
Daily Pivots for day following 23-May-2024
Classic Woodie Camarilla DeMark
R4 106-285 106-202 105-233
R3 106-142 106-060 105-194
R2 106-000 106-000 105-181
R1 105-238 105-238 105-168 105-208
PP 105-178 105-178 105-178 105-162
S1 105-095 105-095 105-142 105-065
S2 105-035 105-035 105-129
S3 104-212 104-272 105-116
S4 104-070 104-130 105-077
Weekly Pivots for week ending 17-May-2024
Classic Woodie Camarilla DeMark
R4 108-277 108-113 106-133
R3 107-282 107-118 106-047
R2 106-287 106-287 106-018
R1 106-123 106-123 105-309 106-205
PP 105-292 105-292 105-292 106-012
S1 105-128 105-128 105-251 105-210
S2 104-297 104-297 105-222
S3 103-302 104-133 105-193
S4 102-307 103-138 105-107
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106-040 105-118 0-242 0.7% 0-087 0.3% 15% False True 1,789,118
10 106-135 105-118 1-018 1.0% 0-102 0.3% 11% False True 1,521,143
20 106-135 104-228 1-228 1.6% 0-108 0.3% 45% False False 1,428,642
40 107-042 104-202 2-160 2.4% 0-130 0.4% 34% False False 1,437,758
60 108-018 104-202 3-135 3.2% 0-126 0.4% 25% False False 1,363,744
80 109-128 104-202 4-245 4.5% 0-131 0.4% 18% False False 1,211,438
100 109-128 104-202 4-245 4.5% 0-120 0.4% 18% False False 969,251
120 109-128 104-202 4-245 4.5% 0-100 0.3% 18% False False 807,709
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 107-226
2.618 106-313
1.618 106-171
1.000 106-082
0.618 106-028
HIGH 105-260
0.618 105-206
0.500 105-189
0.382 105-172
LOW 105-118
0.618 105-029
1.000 104-295
1.618 104-207
2.618 104-064
4.250 103-152
Fisher Pivots for day following 23-May-2024
Pivot 1 day 3 day
R1 105-189 105-211
PP 105-178 105-192
S1 105-166 105-174

These figures are updated between 7pm and 10pm EST after a trading day.

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